O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2018 Filing
Filed February 12, 2019
Portfolio Value
$4.0T
Holdings
922
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (922 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 1,230,333 | $128.5B | 3.25% | |
| 2 | METMETLIFE INC COM | 2,958,035 | $121.5B | 3.07% | |
| 3 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 1,181,490 | $121.1B | 3.06% | |
| 4 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 1,902,767 | $112.4B | 2.84% | |
| 5 | AMGNAMGEN INC COM NPV | 571,355 | $111.3B | 2.81% | |
| 6 | TRVCCITIGROUP INC COM USD.01 | 1,971,448 | $102.7B | 2.60% | |
| 7 | FITBFIFTH THIRD BANCORP COM USD6.67 | 4,298,987 | $101.2B | 2.56% | |
| 8 | YUMYUM BRANDS INC COM NPV | 948,361 | $87.2B | 2.21% | |
| 9 | CSCOCISCO SYSTEMS INC COM NPV | 1,873,990 | $81.2B | 2.05% | |
| 10 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,952,643 | $78.4B | 1.98% | |
| 11 | W3UWESTERN UNION CO COM USD.01 | 4,558,222 | $77.8B | 1.97% | |
| 12 | JNPJUNIPER NETWORKS INC COM USD.00001 | 2,807,460 | $75.6B | 1.91% | |
| 13 | KRKROGER CO COM USD1 | 2,688,883 | $74.0B | 1.87% | |
| 14 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,843,840 | $71.2B | 1.80% | |
| 15 | GLWCORNING INC COM USD5 | 2,315,271 | $70.0B | 1.77% | |
| 16 | RFREGIONS FINANCIAL CORP COM USD.625 | 5,220,948 | $69.9B | 1.77% | |
| 17 | COPCONOCOPHILLIPS COM USD1.25 | 1,092,015 | $68.1B | 1.72% | |
| 18 | BBYBEST BUY CO INC COM USD.1 | 1,266,685 | $67.1B | 1.70% | |
| 19 | UNPUNION PACIFIC CORP COM USD2.5 | 444,007 | $61.4B | 1.55% | |
| 20 | ALLYALLY FINANCIAL INC COM USD.01 | 2,654,493 | $60.2B | 1.52% | |
| 21 | VLOVALERO ENERGY CORP COM USD1 | 776,899 | $58.3B | 1.47% | |
| 22 | CAGCONAGRA BRANDS INC COM USD5 | 2,666,803 | $57.0B | 1.44% | |
| 23 | SEESEALED AIR CORP COM USD.01 | 1,528,517 | $53.3B | 1.35% | |
| 24 | PGPROCTER & GAMBLE CO COM NPV | 567,189 | $52.2B | 1.32% | |
| 25 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 704,218 | $50.8B | 1.28% | |
| 26 | DISDISNEY (WALT) CO COM NPV | 459,766 | $50.4B | 1.28% | |
| 27 | KSSKOHL'S CORP COM USD.01 | 746,760 | $49.6B | 1.25% | |
| 28 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 583,493 | $48.9B | 1.24% | |
| 29 | IWDISHARES TR RUS 1000 VAL ETF | 430,770 | $47.8B | 1.21% | |
| 30 | SYYSYSCO CORP COM USD1 | 684,725 | $42.9B | 1.09% | |
| 31 | MARMARRIOTT INTL INC CL A COM NPV | 391,729 | $42.6B | 1.08% | |
| 32 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 564,092 | $38.6B | 0.98% | |
| 33 | HDSUSDHD SUPPLY HOLDINGS INC COM USD.01 | 996,710 | $37.4B | 0.95% | |
| 34 | PHMPULTEGROUP INC COM USD.01 | 1,413,388 | $36.8B | 0.93% | |
| 35 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 820,252 | $36.5B | 0.92% | |
| 36 | PSXPHILLIPS 66 COM USD0.01 | 408,564 | $35.2B | 0.89% | |
| 37 | DALDELTA AIR LINES INC COM USD.0001 | 701,451 | $35.0B | 0.89% | |
| 38 | CECELANESE CORP COM USD.01 | 387,758 | $34.9B | 0.88% | |
| 39 | CDKCDK GLOBAL INC COM USD0.01 | 696,505 | $33.4B | 0.84% | |
| 40 | LIESUN LIFE FINANCIAL INC COM NPV | 1,003,193 | $33.3B | 0.84% | |
| 41 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,538,311 | $33.2B | 0.84% | |
| 42 | APCANADARKO PETROLEUM CORP COM USD.1 | 657,065 | $28.8B | 0.73% | |
| 43 | MEOHMETHANEX CORP COM NPV | 591,404 | $28.5B | 0.72% | |
| 44 | DOVDOVER CORP COM USD1 | 365,004 | $25.9B | 0.66% | |
| 45 | GIBCGI GROUP INC -CL A CL A COM NPV SVTG | 377,150 | $23.1B | 0.58% | |
| 46 | BENFRANKLIN RESOURCES INC COM USD.1 | 733,778 | $21.8B | 0.55% | |
| 47 | ABBVABBVIE INC COM USD.01 | 222,345 | $20.5B | 0.52% | |
| 48 | AALAMERICAN AIRLINES GROUP INC COM USD.01 | 627,724 | $20.2B | 0.51% | |
| 49 | GISGENERAL MILLS INC COM USD.75 | 516,681 | $20.1B | 0.51% | |
| 50 | OSBCADNORBORD INC COM NPV | 725,514 | $19.3B | 0.49% | |
| 51 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,333,834 | $18.9B | 0.48% | |
| 52 | LOWLOWE'S COMPANIES INC COM USD.5 | 204,504 | $18.9B | 0.48% | |
| 53 | VIABVIACOM INC CL B COM USD | 700,182 | $18.0B | 0.46% | |
| 54 | SYFSYNCHRONY FINANCIAL COM USD.001 | 721,964 | $16.9B | 0.43% | |
| 55 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 198,226 | $16.5B | 0.42% | |
| 56 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 631,111 | $16.5B | 0.42% | |
| 57 | BHCBAUSCH HEALTH COMPANIES INC COM NPV | 865,204 | $16.0B | 0.41% | |
| 58 | DOOBRP INC SUB VTG NPV | 617,316 | $16.0B | 0.40% | |
| 59 | MGAMAGNA INTERNATIONAL INC COM NPV | 335,371 | $15.2B | 0.39% | |
| 60 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 51,733 | $14.8B | 0.37% | |
| 61 | DECKDECKERS OUTDOOR CORP COM USD.01 | 113,333 | $14.5B | 0.37% | |
| 62 | IWVISHARES TR RUSSELL 3000 ETF | 97,996 | $14.4B | 0.36% | |
| 63 | CAECAE INC COM NPV | 642,706 | $11.8B | 0.30% | |
| 64 | QCOMQUALCOMM INC COM USD.0001 | 203,870 | $11.6B | 0.29% | |
| 65 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 47,926 | $11.6B | 0.29% | |
| 66 | —SUNTRUST BANKS INC COM USD1 | 224,401 | $11.3B | 0.29% | |
| 67 | ACWIISHARES TR MSCI ACWI ETF | 170,145 | $10.9B | 0.28% | |
| 68 | PFEPFIZER INC COM USD.1 | 243,154 | $10.6B | 0.27% | |
| 69 | SUSUNCOR ENERGY INC COM NPV | 372,254 | $10.4B | 0.26% | |
| 70 | HAEHAEMONETICS CORP COM USD.01 | 103,320 | $10.3B | 0.26% | |
| 71 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 187,246 | $10.3B | 0.26% | |
| 72 | INTUINTUIT INC COM NPV | 52,052 | $10.2B | 0.26% | |
| 73 | MRKMERCK & CO COM NPV | 129,819 | $9.9B | 0.25% | |
| 74 | CSXCSX CORP COM USD1 | 154,957 | $9.6B | 0.24% | |
| 75 | EBAEBAY INC COM USD.001 | 341,721 | $9.6B | 0.24% | |
| 76 | OMCOMNICOM GROUP COM USD.5 | 130,681 | $9.6B | 0.24% | |
| 77 | CAHCARDINAL HEALTH INC COM NPV | 210,431 | $9.4B | 0.24% | |
| 78 | JPMJPMORGAN CHASE & CO COM USD12 | 96,103 | $9.4B | 0.24% | |
| 79 | REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001 | 363,071 | $9.3B | 0.24% | |
| 80 | DYHTARGET CORP COM USD1 | 140,817 | $9.3B | 0.24% | |
| 81 | HUMHUMANA INC COM NPV | 31,494 | $9.0B | 0.23% | |
| 82 | DVADAVITA INC CL A COM NPV VTG | 174,774 | $9.0B | 0.23% | |
| 83 | BACBANK OF AMERICA CORP COM USD2.5 | 363,447 | $9.0B | 0.23% | |
| 84 | BABOEING CO COM USD5 | 27,613 | $8.9B | 0.23% | |
| 85 | RIORIO TINTO GROUP (GBR) SPON ADR | 182,257 | $8.8B | 0.22% | |
| 86 | AONAON PLC CL A ORD | 60,741 | $8.8B | 0.22% | |
| 87 | TDTORONTO DOMINION BANK COM NPV | 172,060 | $8.6B | 0.22% | |
| 88 | ARCBARCBEST CORP COM USD.01 | 249,301 | $8.5B | 0.22% | |
| 89 | AFLAFLAC INC COM USD.1 | 186,048 | $8.5B | 0.21% | |
| 90 | MCKMCKESSON CORP COM USD2 | 76,460 | $8.5B | 0.21% | |
| 91 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 139,397 | $8.2B | 0.21% | |
| 92 | BJRIBJ'S RESTAURANTS INC COM NPV | 159,989 | $8.1B | 0.20% | |
| 93 | CNMDCONMED CORP COM USD.01 | 125,155 | $8.0B | 0.20% | |
| 94 | HCAHCA HEALTHCARE INC COM USD0.01 | 64,550 | $8.0B | 0.20% | |
| 95 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 112,577 | $7.9B | 0.20% | |
| 96 | TSSTOTAL SYSTEM SERVICES INC COM USD.1 | 94,527 | $7.7B | 0.19% | |
| 97 | TXTTEXTRON INC COM USD.125 | 166,073 | $7.6B | 0.19% | |
| 98 | MUMICRON TECHNOLOGY INC COM USD.1 | 231,552 | $7.3B | 0.19% | |
| 99 | ROKROCKWELL AUTOMATION COM USD1 | 47,967 | $7.2B | 0.18% | |
| 100 | FDO.FMACY'S INC COM NPV | 241,019 | $7.2B | 0.18% |
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